Eric Jacquier is a Visiting Professor of Finance at Boston University. His MBA is from UCLA, and his Ph.D. in Finance and Statistics from the University of Chicago. Before BU, he taught at Chicago, Cornell, Wharton, Boston College, Montreal and MIT. He also consults and conducts executive education courses.

Eric Jacquier’s research is in empirical asset pricing and financial econometrics, especially quantitative portfolio and risk management. He studies the forecasting of risk parameters, such as betas and volatilities, crucial for derivative pricing, and risk and portfolio management. He is a specialist of Bayesian methods in finance, and his work with Nick Polson and Peter Rossi pioneered the use of Markov Chain Monte Carlo methods in Finance.
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